Anic Equity¶

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Total return since start: 0.549 %¶

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Equity now: -----------------------------> 47303.01 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45908.03 Kr¶

PnL: ---------------------------------------> -980.54 Kr¶

DD now: ---------------------------------> -2.729 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 16:28:35.073676'

Anic Portfolio¶

Today¶

Return: -0.277 %¶

This Week¶

Return: -1.273 %¶

Total¶

Return: 54.858 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 2.660000 3090.000000 163.000000 5.570000 2927.000000
HEBA B 70 -0.500000 2775.500000 139.500000 5.290000 2636.000010
HMS Networks 2 15.730000 800.400000 127.400000 18.930000 673.000000
SAAB B 8 0.750000 3433.600000 56.600000 1.680000 3377.000000
MedCap 2 0.000000 461.000000 40.000000 9.500000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.460000 393.800000 38.800000 10.930000 355.000000
Corem Property Group B 59 -2.010000 604.750000 27.750000 4.810000 576.999999
Nordea Bank Abp 29 0.230000 3477.100000 23.100000 0.670000 3453.999992
AcadeMedia 12 -1.190000 578.640000 21.640000 3.890000 557.000004
Boozt 12 0.430000 1675.200000 21.200000 1.280000 1653.999996
Resurs Holding 22 -1.320000 594.000000 20.000000 3.480000 573.999998
Intrum 4 3.090000 546.600000 19.600000 3.720000 527.000000
OEM International B 7 1.170000 543.900000 15.900000 3.010000 527.999997
Swedbank A 3 -0.490000 576.900000 12.900000 2.290000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Eastnine 4 -0.160000 501.600000 10.600000 2.160000 491.000000
Securitas B 6 -0.020000 578.640000 8.640000 1.520000 570.000000
Karnov Group 9 0.500000 543.600000 7.600000 1.420000 536.000004
Norva24 Group 16 0.760000 550.400000 7.400000 1.360000 543.000000
CTEK 13 1.470000 536.900000 2.900000 0.540000 533.999999
Coor Service Management Hold. 8 -0.300000 533.600000 1.600000 0.300000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -0.290000 246.960000 0.960000 0.390000 246.000000
Creaspac SPAC 6 0.100000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 0.460000 542.250000 -3.750000 -0.690000 546.000000
Midsona B 63 1.120000 567.630000 -15.370000 -2.640000 582.999984
Essity B 2 -2.930000 542.800000 -31.200000 -5.440000 574.000000
International Petroleum Corp. 5 0.000000 552.500000 -42.070000 -7.080000 594.565215
Vivesto 1368 3.130000 550.210000 -62.790000 -10.240000 612.999432
Essity A 4 -2.860000 1086.000000 -63.000000 -5.480000 1149.000000
Sampo Oyj SDB 7 -1.190000 3769.500000 -80.500000 -2.090000 3850.000000
Beijer Electronics Group 26 -9.930000 2828.800000 -142.200000 -4.790000 2971.000006
Fasadgruppen Group 35 0.000000 3633.000000 -178.000000 -4.670000 3810.999990
OX2 18 0.900000 1415.700000 -248.300000 -14.920000 1663.999992
Axfood 13 -3.160000 3463.200000 -292.800000 -7.800000 3756.000001
Ovzon 52 0.000000 2761.200000 -600.800000 -17.870000 3361.999992
TOTAL 45908.030000 -980.540000 -2.72853% 46888.564618

Updated:¶

'2023-01-26 16:28:48.125569'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶